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~isPartOf:"Computing in Economics and Finance 2003"
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American option
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Fading Memory Learning
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Computing in Economics and Finance 2003
Research Paper Series / Finance Discipline Group, Business School
86
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
64
Working Paper Series / Finance Discipline Group, Business School
49
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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Journal of economic dynamics & control
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Journal of economic behavior & organization : JEBO
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U. of Technology, Sydney Finance and Economics Working Paper
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Diskussionsarbeit
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Applied mathematical finance
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Journal of Economic Dynamics and Control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computing in Economics and Finance 2002
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Quantitative and empirical analysis of nonlinear dynamic macromodels
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Computational Economics
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The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
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Macroeconomic dynamics
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The journal of futures markets
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UTS Working Paper
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International journal of theoretical and applied finance
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Studies in Nonlinear Dynamics & Econometrics
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The European journal of finance
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Applied Mathematical Finance
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Computing in Economics and Finance 2006
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Quantitative Finance Research Centre Working Paper
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Routledge frontiers of political economy
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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Asia-Pacific financial markets
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Computing in Economics and Finance 1997
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Computing in Economics and Finance 2004
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European Journal of Political Economy
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Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers
Zhu, Peiyuan
;
Chiarella, Carl
;
He, Tony
-
Society for Computational Economics - SCE
-
2003
Persistent link: https://www.econbiz.de/10005706821
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McKean’s Method applied to American Call Options on Jump-Diffusion Processes
Ziogas, Andrew
;
Chiarella, Carl
-
Society for Computational Economics - SCE
-
2003
Persistent link: https://www.econbiz.de/10005132910
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3
An Implementation of the Shirakawa Jump-Diffusion Term Structure Model
Nikitopoulos-Sklibosios, Christina
;
Chiarella, Carl
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Society for Computational Economics - SCE
-
2003
Persistent link: https://www.econbiz.de/10005345678
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